Phemex Crypto Tickers Scraper

Collect public Phemex 24-hour crypto ticker data for spot markets or perpetual contracts. The actor is keyless and returns clean, flat records for market monitoring, trading dashboards, quantitative research, portfolio automation, and AI-agent workflows.

What it extracts

Field	Description
symbol, baseAsset, quoteAsset	Phemex market identity; spot symbols use Phemex's s prefix in the raw symbol.
lastPrice, bidPrice, askPrice	Current public prices, normalized from Phemex scaled spot values where applicable.
openPrice, highPrice, lowPrice	Rolling 24-hour price statistics.
priceChange24h, priceChangePercent24h	Change calculated from Phemex's 24-hour open and last prices.
volume24h, turnover24h	Phemex-reported rolling 24-hour activity.
indexPrice, markPrice, fundingRate, predictedFundingRate, openInterest	Perpetual-contract fields; null for spot markets.
timestamp, tickerUrl, scrapedAt, warnings	Source time, traceability, collection time, and diagnostics.

When to use it

Use this actor when you need a current Phemex market snapshot in a dataset or through the Apify API/MCP integration. It queries Phemex's public market-data API directly and does not require a Phemex account, API key, cookies, browser automation, or trading permissions.

Do not use it for historical candles, order-book snapshots, trades, account balances, order placement, liquidation data, or guaranteed real-time streaming. Use a WebSocket or a dedicated historical-data source for those tasks.

Input

{
  "marketType": "spot",
  "symbols": ["BTCUSDT", "ETHUSDT"],
  "quoteAsset": "USDT",
  "maxResults": 50
}

marketType accepts spot (default) or perpetual. For spot, you may enter BTCUSDT; the actor normalizes it to Phemex's documented sBTCUSDT symbol. Leave symbols empty to collect the selected market endpoint's tickers, subject to the maxResults cap. quoteAsset is an optional local filter. maxResults defaults to 200 and is capped at 1,000.

The actor retries temporary public API failures up to two times by default and applies a 20-second request timeout. Both settings can be adjusted within safe schema limits.

Filtering and scheduling

For a quick market snapshot, leave symbols empty and use a modest maxResults value. For a watchlist, pass the symbols you need and run the actor on a schedule. Spot inputs such as BTCUSDT and sBTCUSDT resolve to the same Phemex market. Perpetual inputs use the regular contract symbol, such as BTCUSDT.

quoteAsset is applied after the public response is received. It is useful for narrowing a broad snapshot to USDT or USDC markets, but it does not alter Phemex's upstream request. When a valid filter produces no rows, the actor exits successfully and records an actionable warning in both OUTPUT and SUMMARY. This makes empty watchlists distinguishable from failed API requests.

The actor collects a point-in-time snapshot. Schedule it at the interval appropriate for your workflow and store each run's dataset separately if you need a time series. It does not deduplicate records across runs because repeated snapshots are often the desired input for monitoring and charting. Use scrapedAt for collection time and timestamp for the exchange-provided ticker time.

Data interpretation

Spot prices use Phemex's scaled integer fields and are converted to ordinary decimal numbers. Perpetual v3 prices are read from Phemex's real-price fields. priceChange24h and priceChangePercent24h are calculated from the returned open and last prices, while volume and turnover retain the units supplied by Phemex. Perpetual funding and open-interest values are not inferred for spot markets; those fields remain explicitly null so downstream schemas stay stable.

Always validate freshness before using a ticker in an automated decision. Exchange APIs can experience maintenance, network delay, temporary rate limits, or symbol changes. The actor reports upstream request failures and filter misses instead of turning them into an unexplained empty result. For high-frequency trading, use Phemex's authorized streaming and trading interfaces rather than this batch snapshot actor.

Output example

{
  "marketType": "spot",
  "symbol": "sBTCUSDT",
  "baseAsset": "BTC",
  "quoteAsset": "USDT",
  "lastPrice": 65000.12,
  "bidPrice": 65000.1,
  "askPrice": 65000.2,
  "openPrice": 64000,
  "highPrice": 66000,
  "lowPrice": 63000,
  "priceChange24h": 1000.12,
  "priceChangePercent24h": 1.5626875,
  "volume24h": 12345.6,
  "turnover24h": 789012345.67,
  "indexPrice": null,
  "markPrice": null,
  "fundingRate": null,
  "predictedFundingRate": null,
  "openInterest": null,
  "timestamp": "2026-08-01T12:00:00.000Z",
  "tickerUrl": "https://api.phemex.com/md/spot/ticker/24hr?symbol=sBTCUSDT",
  "source": "Phemex public market-data API",
  "scrapedAt": "2026-08-01T12:00:01.000Z",
  "warnings": []
}

Perpetual results use Phemex's recommended v3 endpoint and include derivative fields when returned. Spot and perpetual records share the same stable shape so downstream AI-agent and ETL workflows do not need separate parsers.

API and MCP usage

import { ApifyClient } from 'apify-client';

const client = new ApifyClient({ token: process.env.APIFY_TOKEN });
const run = await client.actor('YOUR_USERNAME/phemex-crypto-tickers-scraper').call({
  marketType: 'perpetual',
  symbols: ['BTCUSDT'],
  maxResults: 1
});
const { items } = await client.dataset(run.defaultDatasetId).listItems();
console.log(items[0]);

Use the actor through Apify's hosted MCP integration when an AI agent needs a narrow Phemex market-data tool. The input is limited to market family and filters; the output is one normalized ticker per dataset item plus a machine-readable run summary.

Pricing

The actor is configured for predictable pay-per-event pricing: a small actor-start event and a primary $0.002 event for each ticker record written. A run capped at 50 records is capped at approximately $0.10005 in actor events, excluding ordinary Apify compute and any applicable platform charges. The final dataset count and warnings are stored in SUMMARY and OUTPUT.

Reliability and responsible use

The actor uses Phemex's public REST endpoints, bounded retries, request timeouts, and explicit diagnostics. If Phemex returns an empty response or a temporary error, the actor preserves the run summary and reports the condition rather than silently presenting stale data. Public ticker values can change between collection and use; verify prices before making material decisions.

This independent tool is not affiliated with Phemex. You are responsible for complying with Phemex's terms, applicable law, and any market-data licensing requirements. It does not place trades or access private account information.

FAQ

Does the actor require a Phemex API key?

No. It uses only Phemex's public market-data endpoints. It never asks for account credentials, cookies, signing secrets, or trading permissions.

Why do spot symbols contain a lowercase s?

Phemex documents spot symbols with an s prefix, for example sBTCUSDT. The input normalizer accepts either form, while output preserves the documented spot symbol so it can be used in source links and follow-up API requests.

Can I get historical prices or candles?

No. Each row is a current 24-hour ticker snapshot. Use a historical market-data endpoint or a scheduled series of actor runs when you need time-based analysis.

What happens when Phemex returns no matching market?

The actor completes with a truthful empty dataset and writes a warning to OUTPUT and SUMMARY. Check the exact symbol spelling, the spot s prefix behavior, and the selected quote asset before retrying.